A self-referenced credit derivative (a credit contingent swap) in which an issuer sells subordinated debt to an investor and then...
A self-referenced credit derivative (a credit contingent swap) in which an issuer sells subordinated debt to an investor and then...
An interest rate swap that entails the payment of a fixed amount on a certain percentage of the notional amount,...
An abbreviation for total return swap; a type of credit derivative in which the two counterparties agree to exchange the...
The most basic version of a total return swap (TRS). By definition, it is a type of credit derivative in...
A swap that is made up of a number of zero-coupon swaps with increasing maturities. Each of the zero-coupon swaps...
A swap which involves an exchange of interest calculated by reference to the Retail Prices Index (RPI) and another reference...
It stands for reverse index amortizing rate swap; an index amortizing swap (index amortizing rate swap) that is structured in...
An index amortizing swap (index amortizing rate swap) that is structured in a reversed way so that if the underlying...
It stands for reverse indexed principal swap; a variant of interest rate swap which, contrary to indexed principal swaps, amortizes...